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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of empirical finance"
~subject:"Time series analysis"
~subject:"Ökonometrie"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Ökonometrie
Estimation theory
386
Schätztheorie
386
Theorie
256
Theory
256
Zeitreihenanalyse
62
Statistical theory
45
Statistische Methodenlehre
45
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42
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42
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37
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37
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Article in journal
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86
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English
86
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Nelson, Daniel B.
4
Phillips, Peter C. B.
4
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
2
Dufour, Jean-Marie
2
Foster, Dean P.
2
Hadri, Kaddour
2
Li, Jia
2
McKenzie, Michael D.
2
Satchell, Stephen
2
Sims, Christopher A.
2
Stock, James H.
2
Tzavalis, Elias
2
Uhlig, Harald
2
Watson, Mark W.
2
White, Halbert
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Alvarez, Javier
1
Amado, Cristina
1
Arellano, Manuel
1
Asai, Manabu
1
Astill, Sam
1
Bai, Jushan
1
Baillie, Richard
1
Ball, Clifford A.
1
Berens, Tobias
1
Bierens, Herman J.
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Campbell, John Y.
1
Chambers, Marcus J.
1
Chen, Xiaohong
1
Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
1
Cooley, Thomas F.
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of empirical finance
Journal of econometrics
379
Econometric theory
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Economics letters
156
Econometric reviews
106
International journal of forecasting
69
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Econometrics : open access journal
55
Applied economics letters
54
The econometrics journal
45
Economic modelling
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
40
Applied economics
38
Journal of the American Statistical Association : JASA
38
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35
Journal of applied econometrics
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Oxford bulletin of economics and statistics
24
Journal of risk and financial management : JRFM
22
Finance research letters
21
Journal of banking & finance
21
Journal of financial econometrics
18
Quantitative finance
17
The review of economics and statistics
17
International journal of economics and financial issues : IJEFI
16
Journal of macroeconomics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of quantitative economics
15
International journal of theoretical and applied finance
14
Journal of economic dynamics & control
14
Quantitative economics : QE ; journal of the Econometric Society
14
The review of economic studies
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Energy economics
11
Annales d'économie et de statistique
10
Central European journal of economic modelling and econometrics
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
5
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
6
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
7
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
8
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
9
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
10
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
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